<connectionStrings>
  <add name="DatabaseContext" providerName="System.Data.SqlServerCe.4.0" connectionString="Data Source=C:DatabaseShortageReportMRPDatabase.sdf"/>
</connectionStrings>

using (SqlCeConnection conn = new SqlCeConnection(@"Data Source=C:projectsChinookChinook40.sdf"))
{
    using (Chinook db = new Chinook(conn))
    {
        var list = db.Album.ToList();
        if (list.Count > 0)
            System.Diagnostics.Debug.Print("It works!");
    }
}

C:Program FilesMicrosoft SQL Server Compact Editionv4.0DesktopSystem.Data.SqlServerCe.dll